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V-Lab

Navigator Holding Tissue UK Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 30, 2024 at 04:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Navigator Holding Tissue UK Ltd S0GARCH
paramt-stat
ω0.49603.93
α0.16504.17
β0.60256.74
γ12.44413.75
γ2-4.7428-4.30
γ32.92762.53
γ4-0.2766-0.26
γ5-0.7841-0.89
γ60.34110.47
γ70.36460.70
Estimation Period:
Jun 10, 2016 to May 24, 2024
Impact of return on volatility tomorrow
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